+337.3%
ROIV vs GPC
+1.0%
+336.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.4% |
| 7D | +5.3% | +1.6% | +3.8% | +5.1% |
| 30D | +11.9% | -2.1% | +14.0% | +12.1% |
| 3M | +10.7% | -6.8% | +17.5% | +11.5% |
| 6M | +34.9% | +18.6% | +16.3% | +29.2% |
| YTD | +79.2% | +2.7% | +76.5% | +73.9% |
| 1Y | +89.0% | +1.8% | +87.2% | +83.6% |
| 3Y | +337.3% | +1.1% | +336.3% | +292.4% |
| All | +337.3% | +1.0% | +336.4% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling